Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620010.8436 | 432435.3913 | 187575.4524 | 1678824.901 | 832987.9833 | 845836.9177 |
Total P&L (%) | 620.0108 | 432.4354 | 187.5755 | 1678.8249 | 832.988 | 845.8369 |
Avg Daily Profit (%) | 0.333 | 0.2323 | 0.1008 | 0.1547 | 0.12 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134989 | -93982 | -78130 | -2996094 | -1754252 | -1728794 |
Profit Factor | 1.7931 | 2.0781 | 1.4928 | 1.1284 | 1.1277 | 1.129 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 78 | 30 | 48 | 78 | 30 | 48 |
Losing Trades | 70 | 44 | 26 | 70 | 44 | 26 |
Profitability (%) | 52.7027 | 40.5405 | 64.8649 | 52.7027 | 40.5405 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.6092 | 3.0479 | 0.8086 | 1.0126 | 1.654 | 0.6115 |
Largest Winning Trade | 117846 | 117846 | 45041 | 1989639 | 1989639 | 920532 |
Largest Losing Trade | -44140 | -28153 | -44140 | -1728794 | -681934 | -1728794 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 58 | 66 | 52 | 58 | 66 | 52 |
Avg Bars in Losers | 39 | 32 | 50 | 39 | 32 | 50 |
Bars Traded | 7282 | 3449 | 3833 | 7282 | 3449 | 3833 |
Profit Streak | 0 | 0 | 54.7383 | 0 | 0 | 54.7383 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479435 | -56288 | -120144 | -70920 | -179389 | -172935 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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